ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
124-142 |
124-055 |
-0-088 |
-0.2% |
124-095 |
| High |
124-142 |
124-088 |
-0-055 |
-0.1% |
124-208 |
| Low |
124-038 |
124-045 |
0-008 |
0.0% |
124-018 |
| Close |
124-058 |
124-078 |
0-020 |
0.1% |
124-058 |
| Range |
0-105 |
0-042 |
-0-062 |
-59.5% |
0-190 |
| ATR |
0-100 |
0-096 |
-0-004 |
-4.1% |
0-000 |
| Volume |
1,654 |
6,116 |
4,462 |
269.8% |
31,673 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-198 |
124-180 |
124-101 |
|
| R3 |
124-155 |
124-138 |
124-089 |
|
| R2 |
124-112 |
124-112 |
124-085 |
|
| R1 |
124-095 |
124-095 |
124-081 |
124-104 |
| PP |
124-070 |
124-070 |
124-070 |
124-074 |
| S1 |
124-052 |
124-052 |
124-074 |
124-061 |
| S2 |
124-028 |
124-028 |
124-070 |
|
| S3 |
123-305 |
124-010 |
124-066 |
|
| S4 |
123-262 |
123-288 |
124-054 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-024 |
125-231 |
124-162 |
|
| R3 |
125-154 |
125-041 |
124-110 |
|
| R2 |
124-284 |
124-284 |
124-092 |
|
| R1 |
124-171 |
124-171 |
124-075 |
124-132 |
| PP |
124-094 |
124-094 |
124-094 |
124-075 |
| S1 |
123-301 |
123-301 |
124-040 |
123-262 |
| S2 |
123-224 |
123-224 |
124-023 |
|
| S3 |
123-034 |
123-111 |
124-005 |
|
| S4 |
122-164 |
122-241 |
123-273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-208 |
124-028 |
0-180 |
0.5% |
0-078 |
0.2% |
28% |
False |
False |
3,536 |
| 10 |
125-030 |
124-018 |
1-012 |
0.8% |
0-095 |
0.2% |
18% |
False |
False |
13,326 |
| 20 |
125-225 |
124-002 |
1-222 |
1.4% |
0-108 |
0.3% |
14% |
False |
False |
828,090 |
| 40 |
126-025 |
124-002 |
2-022 |
1.7% |
0-076 |
0.2% |
11% |
False |
False |
819,113 |
| 60 |
126-072 |
124-002 |
2-070 |
1.8% |
0-068 |
0.2% |
11% |
False |
False |
796,552 |
| 80 |
126-072 |
124-002 |
2-070 |
1.8% |
0-063 |
0.2% |
11% |
False |
False |
785,699 |
| 100 |
126-088 |
124-002 |
2-085 |
1.8% |
0-063 |
0.2% |
10% |
False |
False |
629,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-268 |
|
2.618 |
124-199 |
|
1.618 |
124-156 |
|
1.000 |
124-130 |
|
0.618 |
124-114 |
|
HIGH |
124-088 |
|
0.618 |
124-071 |
|
0.500 |
124-066 |
|
0.382 |
124-061 |
|
LOW |
124-045 |
|
0.618 |
124-019 |
|
1.000 |
124-002 |
|
1.618 |
123-296 |
|
2.618 |
123-254 |
|
4.250 |
123-184 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-074 |
124-122 |
| PP |
124-070 |
124-108 |
| S1 |
124-066 |
124-092 |
|